Dear R forum
I sincerely apologize as my earlier mail with the captioned subject, since all
the values got mixed up and the email is not readable. I am trying to write it
again.
My problem is I have a set of data and I am trying to fit some distributions to
it. As a part of this exercise, I need to find out the parameter values of
various distributions e.g. Normal distribution, Log normal distribution etc. I
am using lmom package to do the same, however the parameter values obtained
using lmom pacakge differ to a large extent from the parameter values obtained
using say MINITAB and SPSS as given below -
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amounts =
c(38572.5599129508,11426.6705314315,21974.1571641187,118530.32782443,3735.43055996748,66309.5211176106,72039.2934132668,21934.8841708626,78564.9136114375,1703.65825161293,2116.89180930203,11003.495671332,19486.3296339113,1871.35861218795,6887.53851253407,148900.978055447,7078.56497101651,79348.1239806592,20157.6241066905,1259.99802108593,3934.45912233674,3297.69946631591,56221.1154121067,13322.0705174134,45110.2498756567,31910.3686613912,3196.71168501252,32843.0140437202,14615.1499458453,13013.9915051561,116104.176753387,7229.03056392023,9833.37962177814,2882.63239493673,165457.372543821,41114.066453219,47188.1677766245,25708.5883755617,82703.7378298092,8845.04197017415,844.28834047836,35410.8486123933,19446.3808445684,17662.2398792892,11882.8497070776,4277181.17817307,30239.0371267968,45165.7512343364,22102.8513746687,5988.69296597127,51345.0146170238,1275658.35495898,15260.4892854214,8861.76578480635,37647.1638704867,4979.53544046949,7012.48134772332,3385.20612391205,1911.03114395959,66886.5036605189,2223.47536156462,814.947809578378,234.028589468841,5397.4347625133,13346.3226579065,28809.3901352898,6387.69226236731,5639.42730553242,2011100.92675507,4150.63707173462,34098.7514446498,3437.10672573502,289710.315303182,8664.66947305203,13813.3867161134,208817.521491857,169317.624400274,9966.78447705792,37811.1721605562,2263.19211279927,80434.5581206454,19057.8093104899,24664.5067589624,25136.5042354789,3582.85741610706,6683.13898432794,65423.9991390846,134848.302304064,3018.55371579808,546249.641168158,172926.689143006,3074.15064180208,1521.70624812788,59012.4248281661,21226.928522236,17572.5682970983,226.646947337851,56232.2982652019,14641.0043361533,6997.94414914865)
library(lmom)
lmom = samlmu(amounts)
# __________________________________________________________________
# Normal Distribution parameters
parameters_of_NOR <- pelnor(lmom); parameters_of_NOR
mu sigma 115148.4 175945.8
Location Scale Minitab 115148.4
485173SPSS 115148.4 485173
# __________________________________________________________________
# Log Normal (3 Parameter) Distribution parameters
zeta mu sigma 3225.798890 9.114879
2.240841
Location Scale Shape
MINITAB 9.73361 1.76298 75.51864SPSS
9.7336 1.763 75.519 #
__________________________________________________________________
Besides Genaralized extreme Value distributions, all the other distributions
e.g. Gamma, Exponential (2 parameter) distributions etc give different results
than MINITAB and SPSS.
Can some one guide me?
Regards
Katherine
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